-53.6%
BSX vs MDB
-8.5%
-45.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.1% | +7.4% | +5.5% |
| 7D | +8.0% | -16.5% | +24.5% | +9.2% |
| 30D | +8.1% | -8.6% | +16.7% | +8.4% |
| 3M | -6.7% | -13.6% | +6.9% | -6.4% |
| 6M | -19.4% | +24.1% | -43.5% | -21.7% |
| YTD | -51.9% | -21.8% | -30.2% | -53.2% |
| 1Y | -53.6% | -7.7% | -45.9% | -54.3% |
| All | -53.6% | -8.5% | -45.1% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling